Dimitrios P. Tsomocos

Professional Career


                      

2008 -






University of Oxford, Saïd Business School and St. Edmund Hall, Oxford, UK

University Reader, Fellow in Management

Advanced Asset Pricing, Market Microstructure and Corporate Finance (graduate, M.Phil.), Asset Pricing (graduate, M.F.E.), Finance (undergraduate), Management (undergraduate), Fixed Income and Derivatives (graduate, M.F.E.), and adviser to three Ph.D. candidates.


2002 -





London School of Economics and Political Science, London, UK

Visiting Lecturer, Department of Accounting and Finance

Quantitative Methods for Accounting and Finance (graduate, M.Sc.). Senior Research Associate, Financial Markets Group.


2002 - 2008








University of Oxford, Said Business School and St. Edmund Hall, Oxford, UK

University Lecturer, Fellow and Tutor in Management

Advanced Asset Pricing and Market Microstructure (graduate, M.Phil.), Asset Pricing (graduate, M.F.E.), Finance (undergraduate), Corporate Finance (graduate, M.Phil.), Management (undergraduate), Fixed Income and Derivatives (graduate, M.F.E.), Fixed Income (graduate, M.B.A.), Derivative Valuation (graduate, M.B.A.), Financial Crises and Risk Management (graduate, M.B.A.), and adviser to six Ph.D. candidates.


2006




Bank of Greece, Athens, Greece

Advisor

Implementation of the Goodhart, Sunirand and Tsomocos model to the Greek financial system.


1999 - 2005













Bank of England, London, UK

Academic Consultant, Financial Stability Assessment Division

Developed common framework for analysing financial stability and advised economists in other divisions.


Economist, Financial Industry and Regulation Division

Developed general equilibrium model of financial instability to assess default, bank profitability, contagion, financial fragility, systemic risk and welfare costs for crisis management and prevention. Analysed and revised existing methodology of credit and liquidity risk modelling. Performed economic analysis of HLI's systemic risk. Studied impact of proposed New Basel Accord. Organized the Bank's Financial Stability Seminar Series. Taught bank wide seminars on incomplete asset markets, money and financial stability.


2000 & 2004






Athens University of Economics and Business,and University of Athens, Department of Economics, Athens, Greece

Visiting Professor

Joint Ph.D. Program, monetary economics (graduate, Ph.D.), member of the dissertation committee and adviser to two Ph.D. candidates.


1998







Van Eck Capital, New York, NY, USA

Financial Consultant, macroeconomic analysis of emerging markets (Latin America and Eastern Europe)

Performed dynamic hedging and restructuring of the fund's existing portfolio with respect to default probabilities, market liquidity and political conditions. Modelled liquidity risk. Conducted strategic analysis of the post-1998 crisis investment prospects in Eastern Europe.


1998





Hellenic Navy, Fleet Command, Salamis, Greece

Officer of the Commander of the Hellenic Fleet, Office of Strategic Planning and Intelligence

Updated existing naval strategic warfare scenarios. Drafted the daily briefing of the Commander. Responsible for daily processing of intelligence information.


1994 - 1996




Columbia University, Graduate School of Business, New York, NY, USA

Visiting Assistant Professor

Financial economics (graduate, M.B.A.).


1991 - 1993








Yale University, Department of Economics, New Haven, Connecticut, USA

Instructor

Microeconomics (undergraduate) and mathematical economics (graduate, Ph.D.).


Teaching Assistant

Theory of money and financial institutions (undergraduate/graduate, Ph.D.), game theory (graduate, Ph.D.), microeconomics (undergraduate).


1989 - 1991






Hellenic Lloyd Insurance Brokers, Ltd. , Athens, Greece

Analyst, Marine Insurance Sales and Marketing

Performed client evaluation with respect to factors influencing the terms of insurance contracts. Built projections of expected claims based on past loss ratios and shipping market conditions. Immunized the firm's fixed-income portfolio.